Massyle DENDENE 🗿

Massyle DENDENE

PhD Student

CREST

About me

I’m a PhD student at CREST (ENSAE, IP Paris) specializing in applied mathematics, with a strong interest in stochastic control, probability, and their applications to finance and insurance. I’m passionate about mathematical modeling and theoretical research, and I enjoy working at the intersection of probability, PDEs, and quantitative finance. During my studies at ENSAE and the M2MO program, I developed a particular interest in research topics related to stochastic processes, optimal decision-making under uncertainty, and model-based risk management.

Outside of research, I enjoy playing the piano and practicing ping-pong. I also like reading about the history of mathematics and sharing knowledge with others.

Education

PhD in Applied Mathematics

ENSAE

MS Actuarial Sciences

ENSAE

MS Quantitative Finance

Université Paris Cité

MS Engineering

IMT Atlantique

BS Mathematics & Economy

Université de Bretagne Occidentale (UBO)

📚 My Research
My current work explores optimal control of intensity of Hawkes processes with Bayesian learning, with applications to cyber risk in finance. My supervisors are Roxana Dumitrescu, Nicolas Baradel, and Caroline Hillairet. I’m truly grateful for the support of the chair “Stress Test, Risk Management and Financial Steering” founded by École Polytechnique, Fondation de l’École polytechnique and BNP Paribas.